Search found 408 matches

by LeviF
Wed Oct 13, 2004 1:21 pm
Forum: Testing and Simulation
Topic: Can I buy EOD futures data from someone?
Replies: 3
Views: 4561

Can I buy EOD futures data from someone?

I want 5 or 10 years worth of reliable continous contract adjusted data that I can use for system testing. Please email me at levif@caiowa.com
by LeviF
Wed Sep 22, 2004 9:31 am
Forum: Testing and Simulation
Topic: System performance
Replies: 9
Views: 6758

System performance

What do you consider to be good performance? I have been working on a long/short stock trading system for a while and i'm running out of ideas. My system scans the universe of liquid stocks (about 5,000) and takes a position size of 1% of equity. I have tested the system on the last six years of dat...
by LeviF
Wed Sep 01, 2004 9:12 am
Forum: Stocks
Topic: Shorting Stocks
Replies: 6
Views: 8341

I'm still working on it, and as of today, its nothing to write home about.
by LeviF
Tue Aug 31, 2004 11:48 pm
Forum: Stocks
Topic: Shorting Stocks
Replies: 6
Views: 8341

What is your entry/exit criteria?
by LeviF
Tue Aug 31, 2004 3:09 pm
Forum: Stocks
Topic: Shorting Stocks
Replies: 6
Views: 8341

Shorting Stocks

In my research, i have found that shorting stocks, using a long-term trend following system, doesn't work very well. However, this could very well be because stocks that decline and get delisted no longer appear in traditional data sources. On the other hand it could be that because the long term tr...
by LeviF
Wed Aug 18, 2004 10:35 am
Forum: Stocks
Topic: NASDAQ vs. NYSE
Replies: 1
Views: 4844

NASDAQ vs. NYSE

Has anyone noticed differences between the way NASDAQ and NYSE stocks trade and orders are executed? I'm refering to fills and slippage.
by LeviF
Thu Aug 05, 2004 3:31 pm
Forum: Stocks
Topic: Portfolio Selection Tools
Replies: 0
Views: 4856

Portfolio Selection Tools

Does anyone know of a way to create a portfolio of stocks that exhibited certain characteristics one year ago to then backtest one year later? ie--select a basket of stocks that had a certain PE range one year ago, then backtest them to today.
by LeviF
Fri Jan 02, 2004 12:05 pm
Forum: Stocks
Topic: Stock Volume
Replies: 5
Views: 7451

What % of a stock can be purchased w/out affecting price?

Just out of curiousity.